scientific article; zbMATH DE number 796442
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Publication:4845600
zbMath0833.90020MaRDI QIDQ4845600
Ludger Rüschendorf, Svetlozar T. Rachev
Publication date: 20 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)
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Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework ⋮ Some possible stock price distributions under incompleteness of the market ⋮ Multivariate option price models and extremes ⋮ Richter's local limit theorem and Black-Scholes type formulas ⋮ Option pricing for stable and infinitely divisible asset returns ⋮ Binomial option pricing with nonidentically distributed returns and its implications ⋮ Maximum likelihood estimation of stable Paretian models.
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